CAPE vs DGP
Comparison between DOUBLELINE SHILLER CAPE U.S. EQUITIES ETF (CAPE, ETF) and Deutsche Bank AG London (DGP, ETF).
CAPE vs DGP - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CAPE
$269M
DGP
$268M
Expense Ratio
CAPE
0.65%
DGP
N/A
Max Drawdown
Winner
CAPE
22.43%
DGP
75.31%
Sharpe Ratio
CAPE
0.19
Winner
DGP
0.91
5Y Beta
CAPE
0.65
Winner
DGP
0.45
P/E Ratio
CAPE
25.65
DGP
N/A
Forward P/E
CAPE
20.45
DGP
N/A
5Y EPS CAGR
CAPE
16.14%
DGP
N/A
Debt to Equity
CAPE
-32.58%
DGP
N/A
P/S Ratio
CAPE
2.42
DGP
N/A
P/B Ratio
CAPE
3.93
DGP
N/A
CAPE vs DGP - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CAPE
-0.04%
DGP
-10.95%
3M
Winner
CAPE
-0.71%
DGP
-30.57%
6M
Winner
CAPE
+0.63%
DGP
-0.28%
1Y
CAPE
+5.93%
Winner
DGP
+47.81%
5Y(CAGR)
CAPE
+7.55%
Winner
DGP
+28.81%
10Y(CAGR)
CAPE
N/A
DGP
+19.77%
Max(CAGR)
CAPE
+7.55%
Winner
DGP
+10.24%
CAPE vs DGP - Annual Returns (2008 - 2026)
Returns include dividend reinvestment.
| Year | CAPE | DGP |
|---|---|---|
| 2026 | +0.78% | -5.93% |
| 2025 | +9.55% | +135.57% |
| 2024 | +14.49% | +53.72% |
| 2023 | +28.01% | +15.68% |
| 2022 | -15.28% | -2.67% |
| 2021 | N/A | -15.73% |
| 2020 | N/A | +43.51% |
| 2019 | N/A | +32.21% |
| 2018 | N/A | -9.51% |
| 2017 | N/A | +22.61% |
| 2016 | N/A | +7.88% |
| 2015 | N/A | -23.40% |
| 2014 | N/A | -9.44% |
| 2013 | N/A | -52.42% |
| 2012 | N/A | +4.02% |
| 2011 | N/A | +12.12% |
| 2010 | N/A | +55.21% |
| 2009 | N/A | +46.48% |
| 2008 | N/A | -29.61% |
CAPE vs DGP Drawdown Comparison
The maximum drawdown for CAPE was -22.08%, occurring on Oct 12, 2022. Recovery took 312 trading sessions.
The maximum drawdown for DGP was -75.31%, occurring on Dec 17, 2015. Recovery took 3313 trading sessions.
The current CAPE drawdown is -2.81%. The current DGP drawdown is -36.98%.
| Rank | CAPE | DGP |
|---|---|---|
| #1 | -22.08% Apr 20, 2022 - Jul 19, 2023 | -75.31% Aug 22, 2011 - Oct 22, 2024 |
| #2 | -14.32% Nov 29, 2024 - Jul 1, 2025 | -55.21% Mar 17, 2008 - Nov 9, 2009 |
| #3 | -10.29% Jul 31, 2023 - Dec 1, 2023 | -36.98% Jan 29, 2026 - Jun 5, 2026 |
| #4 | -9.68% Feb 27, 2026 - Mar 27, 2026 | -24.37% Dec 2, 2009 - May 11, 2010 |
| #5 | -5.78% Jul 16, 2024 - Aug 21, 2024 | -18.17% Oct 20, 2025 - Dec 22, 2025 |
| #6 | -5.69% Mar 28, 2024 - Jul 2, 2024 | -16.30% Oct 30, 2024 - Jan 30, 2025 |
| #7 | -4.79% Sep 11, 2025 - Jan 9, 2026 | -16.22% Dec 6, 2010 - Mar 1, 2011 |
| #8 | -3.27% Dec 28, 2023 - Jan 30, 2024 | -15.33% Jun 18, 2010 - Sep 14, 2010 |
| #9 | -3.20% Jul 23, 2025 - Aug 22, 2025 | -14.24% Apr 21, 2025 - Aug 29, 2025 |
| #10 | -2.60% Aug 30, 2024 - Sep 16, 2024 | -11.87% Apr 29, 2011 - Jul 12, 2011 |
| #11 | -2.16% Jul 3, 2025 - Jul 22, 2025 | -10.39% Nov 8, 2010 - Dec 3, 2010 |
| #12 | -2.13% Apr 5, 2022 - Apr 20, 2022 | -10.35% Apr 2, 2025 - Apr 10, 2025 |
| #13 | -1.78% Sep 19, 2024 - Oct 14, 2024 | -9.67% May 12, 2010 - Jun 7, 2010 |
| #14 | -1.76% Jan 30, 2024 - Feb 2, 2024 | -9.62% Dec 26, 2025 - Jan 12, 2026 |
| #15 | -1.54% Oct 18, 2024 - Nov 6, 2024 | -7.61% Oct 14, 2010 - Nov 4, 2010 |
Correlation
Correlation between CAPE and DGP is 0.82 which considered as a strong positive correlation - the stocks tend to move together.
0.82
-101
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